MONOTONE CONVERGENCE OF THE LANCZOS APPROXIMATIONS TO MATRIX FUNCTIONS OF HERMITIAN MATRICES

When A is a Hermitian matrix, the action f(A)b of a matrix function f(A) on a vector b can efficiently be approximated via the Lanczos method. In this note we use M-matrix theory to establish that the 2-norm of the error of the sequence of approximations is monotonically decreasing if f is a Stieltjes transform and A is positive definite. We discuss the relation of our approach to a recent, more general monotonicity result of Druskin for Laplace transforms. We also extend the class of functions to certain product type functions. This yields, for example, monotonicity when approximating sign(A)b with A indefinite if the Lanczos method is performed for A² rather than A

Adaptive Aggregation Based Domain Decomposition Multigrid for the Lattice Wilson Dirac Operator

In lattice QCD computations a substantial amount of work is spent in solving discretized versions of the Dirac equation. Conventional Krylov solvers show critical slowing down for large system sizes and physically interesting parameter regions. We present a domain decomposition adaptive algebraic multigrid method used as a precondtioner to solve the "clover improved" Wilson discretization of the Dirac equation. This approach combines and improves two approaches, namely domain decomposition and adaptive algebraic multigrid, that have been used seperately in lattice QCD before. We show in extensive numerical test conducted with a parallel production code implementation that considerable speed-up over conventional Krylov subspace methods, domain decomposition methods and other hierarchical approaches for realistic system sizes can be achieved.Comment: Additional comparison to method of arXiv:1011.2775 and to mixed-precision odd-even preconditioned BiCGStab. Results of numerical experiments changed slightly due to more systematic use of odd-even preconditionin

Many Masses on One Stroke: Economic Computation of Quark Propagators

The computational effort in the calculation of Wilson fermion quark propagators in Lattice Quantum Chromodynamics can be considerably reduced by exploiting the Wilson fermion matrix structure in inversion algorithms based on the non-symmetric Lanczos process. We consider two such methods: QMR (quasi minimal residual) and BCG (biconjugate gradients). Based on the decomposition $M/\kappa={\bf 1}/\kappa-D$ of the Wilson mass matrix, using QMR, one can carry out inversions on a {\em whole} trajectory of masses simultaneously, merely at the computational expense of a single propagator computation. In other words, one has to compute the propagator corresponding to the lightest mass only, while all the heavier masses are given for free, at the price of extra storage. Moreover, the symmetry $\gamma_5\, M= M^{\dagger}\,\gamma_5$ can be used to cut the computational effort in QMR and BCG by a factor of two. We show that both methods then become---in the critical regime of small quark masses---competitive to BiCGStab and significantly better than the standard MR method, with optimal relaxation factor, and CG as applied to the normal equations.Comment: 17 pages, uuencoded compressed postscrip

Aggregation-based Multilevel Methods for Lattice QCD

In Lattice QCD computations a substantial amount of work is spent in solving the Dirac equation. In the recent past it has been observed that conventional Krylov solvers tend to critically slow down for large lattices and small quark masses. We present a Schwarz alternating procedure (SAP) multilevel method as a solver for the Clover improved Wilson discretization of the Dirac equation. This approach combines two components (SAP and algebraic multigrid) that have separately been used in lattice QCD before. In combination with a bootstrap setup procedure we show that considerable speed-up over conventional Krylov subspace methods for realistic configurations can be achieved.Comment: Talk presented at the XXIX International Symposium on Lattice Field Theory, July 10-16, 2011, Lake Tahoe, Californi

Deflated Multigrid Multilevel Monte Carlo

In lattice QCD, the trace of the inverse of the discretized Dirac operator appears in the disconnected fermion loop contribution to an observable. As simulation methods get more and more precise, these contributions become increasingly important. Hence, we consider here the problem of computing the trace $\mathrm{tr}(D^{-1})$, with $D$ the Dirac operator. The Hutchinson method, which is very frequently used to stochastically estimate the trace of a function of a matrix, approximates the trace as the average over estimates of the form $x^{H} D^{-1} x$, with the entries of the vector $x$ following a certain probability distribution. For $N$ samples, the accuracy is $\mathcal{O}(1/\sqrt{N})$. In recent work, we have introduced multigrid multilevel Monte Carlo: having a multigrid hierarchy with operators $D_{\ell}$, $P_{\ell}$ and $R_{\ell}$, for level $\ell$, we can rewrite the trace $\mathrm{tr}(D^{-1})$ via a telescopic sum with difference-levels, written in terms of the aforementioned operators and with a reduced variance. We have seen significant reductions in the variance and the total work with respect to exactly deflated Hutchinson. In this work, we explore the use of exact deflation in combination with the multigrid multilevel Monte Carlo method, and demonstrate how this leads to both algorithmic and computational gains

Operator splitting for semi-explicit differential-algebraic equations and port-Hamiltonian DAEs

Operator splitting methods allow to split the operator describing a complex dynamical system into a sequence of simpler subsystems and treat each part independently. In the modeling of dynamical problems, systems of (possibly coupled) differential-algebraic equations (DAEs) arise. This motivates the application of operator splittings which are aware of the various structural forms of DAEs. Here, we present an approach for the splitting of coupled index-1 DAE as well as for the splitting of port-Hamiltonian DAEs, taking advantage of the energy-conservative and energy-dissipative parts. We provide numerical examples illustrating our second-order convergence results

Analysis of stochastic probing methods for estimating the trace of functions of sparse symmetric matrices

We consider the problem of estimating the trace of a matrix function $f(A)$. In certain situations, in particular if $f(A)$ cannot be well approximated by a low-rank matrix, combining probing methods based on graph colorings with stochastic trace estimation techniques can yield accurate approximations at moderate cost. So far, such methods have not been thoroughly analyzed, though, but were rather used as efficient heuristics by practitioners. In this manuscript, we perform a detailed analysis of stochastic probing methods and, in particular, expose conditions under which the expected approximation error in the stochastic probing method scales more favorably with the dimension of the matrix than the error in non-stochastic probing. Extending results from [E. Aune, D. P. Simpson, J. Eidsvik, Parameter estimation in high dimensional Gaussian distributions, Stat. Comput., 24, pp. 247--263, 2014], we also characterize situations in which using just one stochastic vector is always -- not only in expectation -- better than the deterministic probing method. Several numerical experiments illustrate our theory and compare with existing methods

Numerical Methods for the QCD Overlap Operator:III. Nested Iterations

The numerical and computational aspects of chiral fermions in lattice quantum chromodynamics are extremely demanding. In the overlap framework, the computation of the fermion propagator leads to a nested iteration where the matrix vector multiplications in each step of an outer iteration have to be accomplished by an inner iteration; the latter approximates the product of the sign function of the hermitian Wilson fermion matrix with a vector. In this paper we investigate aspects of this nested paradigm. We examine several Krylov subspace methods to be used as an outer iteration for both propagator computations and the Hybrid Monte-Carlo scheme. We establish criteria on the accuracy of the inner iteration which allow to preserve an a priori given precision for the overall computation. It will turn out that the accuracy of the sign function can be relaxed as the outer iteration proceeds. Furthermore, we consider preconditioning strategies, where the preconditioner is built upon an inaccurate approximation to the sign function. Relaxation combined with preconditioning allows for considerable savings in computational efforts up to a factor of 4 as our numerical experiments illustrate. We also discuss the possibility of projecting the squared overlap operator into one chiral sector.Comment: 33 Pages; citations adde